Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 3.62% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 244'192 CHF | 84'397 CHF | 97.78% | 97.78% |
23.05.2024 | 2.99% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 869'906 | 289'969 | 287'156 CHF | 98'618 CHF | 95.50% | 95.50% |
22.05.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 261'551 CHF | 89'684 CHF | 96.83% | 96.83% |
21.05.2024 | 2.71% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 273'264 CHF | 93'588 CHF | 95.41% | 95.41% |
17.05.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 278'690 CHF | 95'397 CHF | 99.14% | 99.14% |
16.05.2024 | 2.93% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 872'779 | 290'926 | 293'576 CHF | 100'768 CHF | 99.19% | 99.19% |
15.05.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 281'393 CHF | 96'798 CHF | 98.92% | 98.92% |
14.05.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 900'000 | 299'978 | 268'181 CHF | 92'387 CHF | 98.17% | 98.17% |
13.05.2024 | 3.70% | 0.32 CHF | 0.33 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 240'275 CHF | 83'092 CHF | 96.95% | 96.95% |
10.05.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 900'000 | 300'000 | 900'000 | 299'946 | 247'197 CHF | 85'384 CHF | 99.39% | 99.39% |